Multivariate skew-normal distributions with applications in insurance.

被引:3
|
作者
Raluca, V
机构
来源
INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 02期
关键词
risk measure; skew-normal distribution; Wang's allocation formula; tail conditional expectation;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:376 / 376
页数:1
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